Approximation of SDEs and SPDES with Holder Continuous Drifts
- Date
- May 24, 2017
- Time
- 4:00 PM - 5:00 PM
- Speaker
- Prof. Chenggui Yuan
- Affiliation
- Swansea University
- Series
- TUD Mathematik AG Analysis & Stochastik
- Language
- en
- Main Topic
- Mathematik
- Other Topics
- Mathematik
- Host
- Prof. Dr. R. Schilling
- Description
- In this talk, we are concerned with convergence rate of Euler-Maruyama scheme for SDEs with H\"older-Dini continuous drift. For SPDEs with Holder Continuous Drifts, we exploit the regularities of the corresponding Kolmogorov equations and we investigate strong convergence of exponential integrator scheme.
- Links
Last modified: May 16, 2017, 5:50:16 PM
Location
TUD Willers-Bau (WIL C 207)Zellescher Weg12-1401069Dresden
- Homepage
- https://navigator.tu-dresden.de/etplan/wil/00
Organizer
TUD MathematikWillersbau, Zellescher Weg12-1401069Dresden
- Phone
- 49-351-463 33376
- Homepage
- http://tu-dresden.de/mathematik
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